+343.1%
CCEP vs CHD
+196.1%
+147.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +2.1% | +3.6% | -1.5% | +1.0% |
| 30D | +10.6% | +10.4% | +0.2% | +7.4% |
| 3M | +10.3% | +12.2% | -1.9% | +6.6% |
| 6M | +31.1% | +19.9% | +11.2% | +24.0% |
| YTD | +32.1% | +36.4% | -4.3% | +20.3% |
| 1Y | +32.8% | +35.1% | -2.3% | +21.2% |
| 3Y | +111.3% | +29.2% | +82.2% | +93.6% |
| 5Y | +147.5% | +33.4% | +114.1% | +121.8% |
| All | +343.1% | +196.1% | +147.0% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling